+106.6%
HOOD vs GTLB
-49.8%
+156.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.5% |
| 7D | -3.2% | -9.6% | +6.4% | +0.5% |
| 30D | -22.6% | -15.5% | -7.0% | -17.8% |
| 3M | -10.4% | +12.4% | -22.8% | -14.9% |
| 6M | +4.7% | +84.6% | -79.9% | -18.7% |
| YTD | -25.2% | +26.1% | -51.3% | -34.0% |
| 1Y | -35.9% | +1.7% | -37.6% | -39.2% |
| 3Y | +927.7% | +6.1% | +921.6% | +818.0% |
| 5Y | +147.5% | -61.1% | +208.7% | +126.8% |
| All | +106.6% | -49.8% | +156.4% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling